Define Sn(t) = Sn(Xn − t1n) as in after XXXXXXXXXXShow that (a) sign(Xi − t) is nonincreasing in t ∈ R1, (b) R + ni(t) is nonincreasing in t when Xi > t and is nondecreasing in t when Xi hence, Sn(t)...


Define Sn(t) = Sn(Xn − t1n) as in after (3.76). Show that


(a) sign(Xi − t) is nonincreasing in t ∈ R1,


(b) R + ni(t) is nonincreasing in t when Xi > t and is nondecreasing in t when Xi


hence, Sn(t) is nonincreasing in t ∈ R1. For the particular case of an(k) = 1 ∀1 ≤ k ≤ n, (3.74) leads to the same result for the sign statistic.



May 23, 2022
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